+21.9%
BABA vs TEL
+79.6%
-57.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -13.8% | +4.5% | -18.3% | -15.0% |
| 30D | -15.1% | +2.9% | -18.0% | -16.1% |
| 3M | -22.7% | +1.1% | -23.9% | -23.5% |
| 6M | -34.7% | +5.0% | -39.7% | -36.4% |
| YTD | -35.0% | -3.9% | -31.1% | -35.3% |
| 1Y | -40.4% | -7.4% | -33.0% | -39.9% |
| 3Y | +21.9% | +81.0% | -59.1% | -13.0% |
| All | +21.9% | +79.6% | -57.7% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling